Do you mean, you want the background it shows in the pic for the theme, or to use the background from one theme in another theme?
If it's the first, hopefully they'll have put the background into the CTF, but I know not all do. For those that dont, there are some wallpapers in one of the packs, but, again, it may not include the background shown.
I know the one I use, has an awesome background in the preview, but its not part of the theme, and isn't included
If it's the latter, you would need to convert the ctf to flash0 format, and take the background picture. Then either add it to one of the other ctf themes you want to use, or put in on the mem stick as a wallpaper.